rally, i think vix trading will end its 3 yr run of horrible..but i don't see trades like we did way back then reappearing. there will be new...
lets talk "no direction" trades!
good questions. as you know, this is all i trade...in my experience when you have this type of vol and curve; its just too tough to trade with the...
whats wrong with you. how could you not spend 2 hours nightly watching an unlimited supply of B movies?
every time there is high vol...articles explaining a new reason for it appear. personally i think its all bs..there's vol because of perceived...
it really should, but don't be shocked on spot 15 touches. i'm looking for more hedging through the entire curve.
when/if we get there u can pm me or post to whats best at that time..i do find futures combo's far cleaner to work than messing with options.
u overexcited me with this 12 spot talk. say spot vix did see 12..lets say by end of sept. your choices to go long would be oct to may...lets...
Yes, Taleb or guys running stuff like him could be long vol and short vol across curve or maturities with bleed or payouts set according to their...
Well, good question. ..I have been selling vol in back curve since Monday and always too early..so there's a bit of DD as the bias may lean...
I know you and I have discussed this many times...but for those who think you have to trade vol with one bias, I will offer a typical setup from...
this is all i trade...and i would rather cut my balls off than trade front fly (or front spread) short vol..no matter the perceived edges.. good luck
good points made. the DJF fly is a short vol trade so you really need to wait for either some back steepening or spot to bang below dec...u have...
yes! good one
back on topic, nitro consider building spread models. using the term FV on a futures price i'm sorry is extremely humorous. i cannot even address...
again, for honesty sake ( and the fact i help keep the CFE lights on with my fee's paid) note the delisted OVX futures halfway down the page...
i gotta defend surf here...cleaning out the closet by trying to get some value is a trader mentality. he is right on his position.
again, since OVX futures are delisted ; but of course you are trading synthetic representation of OVX.....with OVX spot up huge (41.98) since the...
Well, margins are screwy for these.. back when I started in 2008 it was $650 across the board for ea spread...also the oil , gold emerging markets...
I used to be excited for new cfe products...but after countless failures to get any traction I have given up. Maybe that will mean they trade. Had...
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